One obvious thing to check is ensure the Username you are using has the appropriate read/write access to the My Cloud Share (using the My Cloud Dashboard) if one is trying to access a Private Share.
Also ensure the My Cloud is in the same IP subnet range as the computers attempting to access it. Also make sure all devices are using the exact same Workgroup name in the network settings.
This is going to sound a bit stupid but double check to ensure you are using the “username” entry for the User created in the My Cloud Dashboard > User page when asked for a user name and password when using Windows File Explorer. Do not use the MyCloud.com web portal user name/password as that is a completely different set of login information not related to local network access to the My Cloud.
Make sure to type the name exactly, if lower case, use lower case, etc. Next try changing the password to a simple password (ex: 123456) as a test. It is easy to goof entering a complex password and its also quite possible certain characters may not work for passwords on the My Cloud or Windows.
Another troubleshooting step. Try changing the user’s Username in the My Cloud Dashboard > User page (remember to save it after changing it). Try rebooting the computer if one hasn’t done so already.
Disable all security software as a troubleshooting step. Ensure the Windows Network Type is set to Private and not Public.
Years ago when people had problems with username and login to a My Cloud, in certain very rare cases, some had to put the IP address or My Cloud name before the username. Example:
\\wdmycloud\john (if the back slashes don’t work try forward slashes)
One extreme troubleshooting step (if one hasn’t tried it already), perform a 40 second reset or a Dashboard > Settings > Utility > System Only reset to reset the My Cloud settings to default. The System Only reset does not remove user data.
How to Reset a My Cloud (single bay) Device